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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

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Impact Factor

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5-Years IF

16

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11494923001 (4.3%)0.05
19950.020.150.028113090.0717749149113 (7.3%)50.060.1
19960.150.190.1596226270.12248130201302015 (6%)60.060.09
19970.20.20.15104330490.15184177352263517 (9.2%)80.080.08
19980.130.210.12115445440.116220026330384 (2.5%)60.050.12
19990.130.270.12102547640.1211721928445552 (1.7%)50.050.15
20000.160.360.14118665760.1115921734498695 (3.1%)20.020.14
20010.130.360.13103768860.1116822028535707 (4.2%)70.070.17
20020.140.370.0984852740.0910722131542505 (4.7%)70.080.18
20030.170.390.1519031190.139418731522502 (2.1%)80.160.18
20040.180.410.149031100.121352445864 (%)0.18
20050.370.430.179031170.13511935659 (%)0.22
20060.450.159031080.12023835 (%)0.19
20070.380.13903800.09013517 (%)0.17
20080.380.08903730.080514 (%)0.17
20090.35903470.0500 (%)0.17
20100.32903680.0800 (%)0.15
20110.41903590.0700 (%)0.2
20120.46903680.0800 (%)0.21
20130.49903570.0600 (%)0.22
20140.56903510.0600 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
1996Discussion. (1996). MARRON, J. ; Hardle, Wolfgang ; Yang, L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199665.

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63
1995Migration and the Option Value of Waiting. (1995). BURDA, M. C.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

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56
2001Bootstrap methods for time series. (2001). Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

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45
1996A Review of Nonparametric Time Series Analysis. (1996). Lutkepohl, H. ; Hardle, Wolfgang ; Chen, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

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38
1998On estimation of monotone and concave frontier functions. (1998). Park, Byeong U. ; Simar, Leopold ; Gijbels, Irene ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19989.

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33
1997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Hardle, Wolfgang ; Burda, Michael C. ; MichaelC. Burda, ; Muller, Marlene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

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29
1996Nonparametric Vector Autoregression. (1996). TSYBAKOV, A. ; Hardle, Wolfgang ; Yang, L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199661.

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27
2003Implied volatility string dynamics. (2003). Mammen, Enno ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

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27
1997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

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21
1995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

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20
1995Changes in the World Income Distribution: a Non-Parametric Approach to Challenge the Neo-Classical Convergence Argument. (1995). DESDOIGTS, A.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199515.

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20
1998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

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19
1996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. (1996). Yang, L. ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199662.

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18
Trust and reciprocity in the investment game with indirect reward. (2000). Nehring, Klaus ; Guth, Werner ; WERNER GÜTH, ; Marchand, Nadege ; Konigstein, Manfred . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

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18
1997Nonparametric lag selection for time series. (1997). Yang, Lijian ; Tschernig, Rolf . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199759.

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17
1996Smoothing Splines And Shape Restrictions. (1996). Thomas-Agnan, C. ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

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17
2003On Representative Trust. (2003). Bellemare, Charles ; Kroger, Sabine . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200324.

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16
2003On Representative Trust. (2003). Bellemare, Charles ; Kroger, Sabine . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200327.

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16
2003Consistent Testing for Stochastic Dominance under General Sampling Schemes. (2003). Maasoumi, Esfandiar ; Whang, Yoon-Jae ; Linton, Oliver . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200331.

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15
1997Animal spirits, technology shocks and the business cycle. (1997). Weder, Mark . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199761.

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15
1996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1996). KROLZIG, H.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199625.

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14
1998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

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13
2000Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus. (2000). Desdoigts, Alain . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200042.

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13
1996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

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13
1999A simple variable selection technique for nonlinear models. (1999). Rech, Gianluigi ; Terasvirta, Timo ; Tschernig, Rolf . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199926.

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12
1997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

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12
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. (1997). Neumann, M. ; von Sachs, R. ; Dahlhaus, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199734.

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11
1998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

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11
2000A minimal financial market model. (2000). Platen, Eckhard . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

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11
2002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Gobet, Emmanuel ; Rei, Markus ; Hoffmann, Marc . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

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11
1996How firm-specific is German apprenticeship training?. (1996). WERWATZ, A.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199612.

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11
1995An Analysis of Transformations for Additive Nonparanetric Regression. (1995). LINTON, O. B. ; Hardle, Wolfgang ; Chen, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199568.

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11
2001Predictive accuracy of political stock markets: Empirical evidence from a European perspective. (2001). Schmidt, Carsten ; Berlemann, Michael . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200157.

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11
1997On the reliability of reprocal fairness -An experimental study-. (1997). J.-L. Rulliere, ; Guth, W. ; Marchand, N.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199780.

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11
2002On the wages of temporary help service workers in Germany. (2002). Werwatz, Axel ; Kvasnicka, Michael . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200270.

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10
2000On adaptive estimation in partial linear models. (2000). Golubev, Georgi ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

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10
2001Test procedures for unit roots in time series with level shifts at unknown time. (2001). Lutkepohl, Helmut ; Saikkonen, Pentti ; Lanne, Markku . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200139.

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10
1996Direct estimation of low dimensional components in additive models. (1996). Mammen, Enno ; Hardle, Wolfgang ; FAN, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199617.

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10
1997Getting Behind The East-West Wage Differential: Theory and Evidence. (1997). Schmidt, C. ; Burda, M.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199777.

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9
2000The empirical determinants of the Euro: Short and long run perspectives. (2000). Chinn, Menzie David . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200043.

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9
1999The local power of some unit root tests for panel data. (1999). Breitung, Jorg . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199969.

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9
1994Long Memory in Foreign Exchange Rates Revisited. (1994). Tschernig, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199446.

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9
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

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8
1997Mobility after Apprenticeship- How effective is the German apprenticeship system?. (1997). WERWATZ, A.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199775.

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8
1998Co-evolution of preferences and information in simple games of trust. (1998). Kliemt, Hartmut ; Guth, Werner ; WERNER GÜTH, . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199872.

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8
2000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

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8
1998The relevance of equal splits: On a behavioral discontinuity in ultimatum games. (1998). Huck, Steffen ; Muller, Wieland ; Guth, Werner ; WERNER GÜTH, . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19987.

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8
2001Convergence of locally and globally interacting Markov chains. (2001). Follmer, Hans ; Horst, Ulrich . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200121.

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8
1999The repo auctions of the European Central Bank and the vanishing quota puzzle. (1999). Nautz, Dieter ; Oechssler, Jorg . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199979.

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8
1999Comparison of unit root tests for time series with level shifts. (1999). Lutkepohl, Helmut ; Saikkonen, Pentti ; Lanne, Markku . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199988.

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8

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2001Bootstrap methods for time series. (2001). Kreiss, Jens-Peter ; Hardle, Wolfgang ; Horowitz, Joel L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200159.

Full description at Econpapers || Download paper

19
1995Migration and the Option Value of Waiting. (1995). BURDA, M. C.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199558.

Full description at Econpapers || Download paper

11
2000On adaptive estimation in partial linear models. (2000). Golubev, Georgi ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200021.

Full description at Econpapers || Download paper

10
1997Optional decompositions under constraints. (1997). Kramkov, D. O. ; Follmer, Hans . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199731.

Full description at Econpapers || Download paper

9
1996Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator. (1996). Horowitz, J.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199644.

Full description at Econpapers || Download paper

7
2000Trust and reciprocity in the investment game with indirect reward. (2000). Nehring, Klaus ; Guth, Werner ; WERNER GÜTH, ; Marchand, Nadege ; Konigstein, Manfred . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:2000110.

Full description at Econpapers || Download paper

6
1998Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199825.

Full description at Econpapers || Download paper

6
1996Smoothing Splines And Shape Restrictions. (1996). Thomas-Agnan, C. ; Mammen, Enno . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199687.

Full description at Econpapers || Download paper

5
2000Comparison of tests for the cointegrating rank of a VAR process with a structural shift. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200010.

Full description at Econpapers || Download paper

5
1995How to Stay in The Market? - Products and Process Innovation as a Response to Increasing Imports and Foreign Direct Investment. (1995). Bertschek, I.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19957.

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4
2000A minimal financial market model. (2000). Platen, Eckhard . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200091.

Full description at Econpapers || Download paper

4
2003Implied volatility string dynamics. (2003). Mammen, Enno ; Hardle, Wolfgang . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200354.

Full description at Econpapers || Download paper

4
1996A Review of Nonparametric Time Series Analysis. (1996). Lutkepohl, H. ; Hardle, Wolfgang ; Chen, R.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199648.

Full description at Econpapers || Download paper

4
2003Stock Performance around Share Repurchase Announcements in Germany. (2003). Stehle, Richard ; Seifert, Udo . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200348.

Full description at Econpapers || Download paper

3
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2000). Trenkler, Carsten ; Saikkonen, Pentti ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200083.

Full description at Econpapers || Download paper

3
1998Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. (1998). Spokoiny, Vladimir G.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19981.

Full description at Econpapers || Download paper

3
1997Semiparametric analysis of German East-West migration intentions: Facts and theory. (1997). Werwatz, Axel ; Hardle, Wolfgang ; Burda, Michael C. ; MichaelC. Burda, ; Muller, Marlene. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:19983.

Full description at Econpapers || Download paper

2
2002Comparison of model reduction methods for VAR processes. (2002). Krolzig, Hans-Martin ; Bruggemann, Ralf ; Lutkepohl, Helmut . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200280.

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2
2002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed. (2002). Gobet, Emmanuel ; Rei, Markus ; Hoffmann, Marc . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200257.

Full description at Econpapers || Download paper

2
1995The Term Structure of Interest Rates as an Indicator of German Monetary Policy?. (1995). Nautz, D. ; Hassler, U.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199564.

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2
2002Adaptive wavelet Galerkin methods for linear inverse problems. (2002). Cohen, Albert ; Rei, Markus ; Hoffmann, Marc . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200250.

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2
1998Local risk-minimization under transaction costs. (1998). Lamberton, Damien ; Schweizer, Martin ; Pham, Huyen . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199818.

Full description at Econpapers || Download paper

2
1995Bootstrap Methods In Econometrics: Theory And Numerical Performance. (1995). HOROWITZ, J. L.. In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199563.

Full description at Econpapers || Download paper

2
2003Taylor Rules and Macroeconomic Instability or How the Central Bank Can Pre-empt Sunspot Expectations. (2003). Weder, Mark . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:200349.

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2
1997On L2-projections on a space of stochastic integrals. (1997). Schweizer, Martin ; Rheinlander, Thorsten . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199725.

Full description at Econpapers || Download paper

2
1998Equilibrium bidding without the independence axiom: A graphical analysis. (1998). Schmidt, Ulrich ; Grimm, Veronika . In: SFB 373 Discussion Papers. RePEc:zbw:sfb373:199940.

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2

Citing documents used to compute impact factor 0:

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YearTitleSee

10 most frequent citing series:

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SeriesCited

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.